Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains

Zbigniew S. Szewczak

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 8, 3985-4003

Abstract: We prove Berry–Esséen bound for sample quantiles of Markov chains with spectral gap in L2.

Date: 2017
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DOI: 10.1080/03610926.2015.1076478

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